Short Put
Short Put • Dec 10, 2020 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Dec 10, 2020 - Dec 10, 2025, placing 230 trades that stayed open for an average of 13 days. The results were impressive - winning 75.65% of the time (174 wins vs 56 losses), which shows remarkable consistency. This translated to $2,786,331.40 in total profits. On average, each position made $12,114.48. When annualized, that's a 95.9% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 49.0%, which would require strong conviction to ride out. The Sharpe ratio of 1.62 suggests the returns were worth the risk. Bottom line: this strategy looks promising for anyone seeking consistent, well-managed returns.
Strategy Into An Options Bot?
Stop trading manually... you're losing because of emotions, volatility, and because you can't watch the market 24/7. Use one of our 15+ proven options bots or automate your own options strategy using our super simple (no coding required) tool called The Options Auto Trader.
Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2020-12-14 | $87.82 | $43.96 | Take Profit | $43,845.45 | 49.94% | |
| 2020-12-21 | $75.02 | $37.56 | Take Profit | $37,445.10 | 49.93% | |
| 2021-01-04 | $69.45 | $34.77 | Take Profit | $34,661.00 | 49.93% | |
| 2020-12-28 | $67.65 | $33.87 | Take Profit | $33,760.10 | 49.93% | |
| 2021-01-11 | $77.60 | $38.85 | Take Profit | $38,735.50 | 49.94% | |
| 2021-02-01 | $84.89 | $42.50 | Take Profit | $42,383.45 | 49.94% | |
| 2021-01-25 | $91.47 | $45.78 | Take Profit | $45,671.95 | 49.95% | |
| 2021-02-08 | $60.23 | $46.78 | Early Exit | $13,436.00 | 22.33% | |
| 2021-02-22 | $68.72 | $34.41 | Take Profit | $34,296.75 | 49.93% | |
| 2021-03-01 | $83.26 | $41.68 | Take Profit | $41,568.05 | 49.94% | |
| 2021-03-08 | $82.59 | $41.34 | Take Profit | $41,229.90 | 49.94% | |
| 2021-03-15 | $68.27 | $34.18 | Take Profit | $34,070.80 | 49.93% | |
| 2021-04-12 | $59.12 | $29.61 | Take Profit | $29,494.70 | 49.92% | |
| 2021-04-19 | $75.82 | $37.96 | Take Profit | $37,846.65 | 49.93% | |
| 2021-05-10 | $53.76 | $107.58 | Stop Loss | $-53,826.40 | -100.09% | |
| 2021-04-26 | $55.57 | $36.81 | Early Exit | $18,750.70 | 33.76% | |
| 2021-05-03 | $64.60 | $32.35 | Take Profit | $32,235.10 | 49.92% | |
| 2021-05-17 | $55.53 | $27.82 | Take Profit | $27,703.20 | 49.91% | |
| 2021-05-24 | $55.01 | $27.55 | Take Profit | $27,440.05 | 49.91% | |
| 2021-06-07 | $60.02 | $30.06 | Take Profit | $29,946.95 | 49.92% | |
| 2021-06-14 | $61.21 | $30.66 | Take Profit | $30,543.30 | 49.92% | |
| 2021-06-21 | $68.28 | $34.19 | Take Profit | $34,077.80 | 49.93% | |
| 2021-07-12 | $59.21 | $118.46 | Stop Loss | $-59,268.00 | -100.08% | |
| 2021-07-19 | $76.46 | $38.28 | Take Profit | $38,166.80 | 49.93% | |
| 2021-06-28 | $62.24 | $31.17 | Take Profit | $31,056.45 | 49.92% | |
| 2021-07-26 | $55.34 | $27.72 | Take Profit | $27,605.25 | 49.91% | |
| 2021-08-02 | $75.50 | $37.80 | Take Profit | $37,684.55 | 49.93% | |
| 2021-08-09 | $57.08 | $28.59 | Take Profit | $28,478.20 | 49.91% | |
| 2021-08-16 | $59.47 | $29.79 | Take Profit | $29,674.45 | 49.92% | |
| 2021-08-23 | $47.85 | $23.97 | Take Profit | $23,860.75 | 49.90% | |
| 2021-08-30 | $55.68 | $111.41 | Stop Loss | $-55,740.50 | -100.09% | |
| 2021-09-20 | $95.64 | $47.87 | Take Profit | $47,758.00 | 49.95% | |
| 2021-09-13 | $83.71 | $71.09 | Early Exit | $12,613.40 | 15.08% | |
| 2021-10-04 | $83.47 | $41.78 | Take Profit | $41,670.20 | 49.94% | |
| 2021-09-27 | $61.31 | $30.70 | Take Profit | $30,591.50 | 49.92% | |
| 2021-10-11 | $72.70 | $36.40 | Take Profit | $36,288.50 | 49.93% | |
| 2021-10-18 | $65.41 | $32.76 | Take Profit | $32,642.60 | 49.92% | |
| 2021-10-25 | $57.96 | $29.03 | Take Profit | $28,916.70 | 49.91% | |
| 2021-11-01 | $64.37 | $32.24 | Take Profit | $32,122.30 | 49.92% | |
| 2021-11-22 | $70.75 | $141.54 | Stop Loss | $-70,809.10 | -100.07% | |
| 2021-11-08 | $63.02 | $98.77 | Early Exit | $-35,767.60 | -56.74% | |
| 2021-11-15 | $69.75 | $139.56 | Stop Loss | $-69,817.10 | -100.07% | |
| 2021-12-06 | $91.57 | $45.84 | Take Profit | $45,722.95 | 49.95% | |
| 2021-11-29 | $97.13 | $48.62 | Take Profit | $48,504.40 | 49.95% | |
| 2021-12-20 | $85.20 | $42.65 | Take Profit | $42,538.15 | 49.94% | |
| 2021-12-13 | $64.75 | $32.43 | Take Profit | $32,314.15 | 49.92% | |
| 2021-12-27 | $72.95 | $145.95 | Stop Loss | $-73,013.00 | -100.07% | |
| 2022-01-03 | $65.98 | $132.02 | Stop Loss | $-66,047.70 | -100.08% | |
| 2022-01-10 | $76.02 | $152.10 | Stop Loss | $-76,086.20 | -100.07% | |
| 2022-01-24 | $105.23 | $52.67 | Take Profit | $52,553.40 | 49.95% |
Share Backtests
Don't keep it to yourself, share it with others and see if they can improve it!